The most common and most likely answer to this crossword clue is the 9 letter word PLAYBILLS
I've seen this crossword clue in The Guardian
P
L
A
Y
B
I
L
L
S
Buddy explains!
The straight part
We know that "Do they advertise drama by W Shakespeare?" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case do they advertise drama by w shakespeare? = playbills.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does PLAYBILLS mean?
PLAYBILLS noun- A poster advertising a theatrical performance.
- A program/programme/pamphlet for a theatrical performance.